I'm not sure you would want to buy a beignet from a bakery. A beignet is in the same category as funnel cake. It needs to be fresh - just a minute or two out of the deep fryer - in order to be any good.
I've been to local New Orleans-style sitdown restaurants that make beignets. They're also not very hard to make. (Essentially fried dough with some sugar sprinkled on them.)
actually, i believe they will be selling them at Bayou Bakery (which opens in June). Unfortunately, they're in Arlington, but they're bound to be authentic since the chef working there is from LA.
He also posts a recipe online:
doesn't seem too terribly hard to make -- if you're not willing to schlep into Virginia and wait until June.